New Insights on the Implied and Realized Volatility Relation
Year of publication: |
2012
|
---|---|
Authors: | Blenman, Lloyd P. ; Wang, Guan Jun |
Published in: |
Review of Pacific Basin Financial Markets and Policies (RPBFMP). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6705. - Vol. 15.2012, 01, p. 1250001-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Option | implied volatility | realized volatility | forecasting | informational content | vega |
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